NYMEX miNY Light Sweet Crude Oil Future June 2007


Trading Metrics calculated at close of trading on 03-May-2007
Day Change Summary
Previous Current
02-May-2007 03-May-2007 Change Change % Previous Week
Open 64.450 63.500 -0.950 -1.5% 64.150
High 64.675 64.075 -0.600 -0.9% 66.650
Low 63.050 62.725 -0.325 -0.5% 63.700
Close 63.680 63.190 -0.490 -0.8% 66.460
Range 1.625 1.350 -0.275 -16.9% 2.950
ATR 1.620 1.600 -0.019 -1.2% 0.000
Volume 19,062 23,430 4,368 22.9% 91,545
Daily Pivots for day following 03-May-2007
Classic Woodie Camarilla DeMark
R4 67.380 66.635 63.933
R3 66.030 65.285 63.561
R2 64.680 64.680 63.438
R1 63.935 63.935 63.314 63.633
PP 63.330 63.330 63.330 63.179
S1 62.585 62.585 63.066 62.283
S2 61.980 61.980 62.943
S3 60.630 61.235 62.819
S4 59.280 59.885 62.448
Weekly Pivots for week ending 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 74.453 73.407 68.083
R3 71.503 70.457 67.271
R2 68.553 68.553 67.001
R1 67.507 67.507 66.730 68.030
PP 65.603 65.603 65.603 65.865
S1 64.557 64.557 66.190 65.080
S2 62.653 62.653 65.919
S3 59.703 61.607 65.649
S4 56.753 58.657 64.838
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.650 62.725 3.925 6.2% 1.615 2.6% 12% False True 19,189
10 66.650 62.625 4.025 6.4% 1.720 2.7% 14% False False 18,347
20 67.050 62.625 4.425 7.0% 1.601 2.5% 13% False False 10,632
40 68.200 60.250 7.950 12.6% 1.494 2.4% 37% False False 5,545
60 68.200 59.500 8.700 13.8% 1.359 2.2% 42% False False 3,706
80 68.200 53.100 15.100 23.9% 1.176 1.9% 67% False False 2,780
100 68.200 53.100 15.100 23.9% 0.967 1.5% 67% False False 2,225
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.453
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 69.813
2.618 67.609
1.618 66.259
1.000 65.425
0.618 64.909
HIGH 64.075
0.618 63.559
0.500 63.400
0.382 63.241
LOW 62.725
0.618 61.891
1.000 61.375
1.618 60.541
2.618 59.191
4.250 56.988
Fisher Pivots for day following 03-May-2007
Pivot 1 day 3 day
R1 63.400 64.438
PP 63.330 64.022
S1 63.260 63.606

These figures are updated between 7pm and 10pm EST after a trading day.

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